Henrard, Marc

Libros de: Henrard, Marc

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  • Interest Rate Modelling in the Multi-Curve Framework "Foundations, Evolution and Implementation"

    Henrard, Marc

    Palgrave (2014)

    valoración

    • EAN: 9781137374653
    • Páginas: 264
    • Fecha de edición: 2014

    pvp.85,75 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    Interest rate modelling has undergone significant change in the last five years following the financial crisis. No longer is a single yield curve sufficient in representing real world markets. Instead, practitioners and academics are now ...